Reconstructing the unknown local volatility function (Q2725580)
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scientific article; zbMATH DE number 1619439
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Reconstructing the unknown local volatility function |
scientific article; zbMATH DE number 1619439 |
Statements
3 September 2001
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local volatility function
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implied volatility
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option pricing model
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1-factor continuous diffusion
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Reconstructing the unknown local volatility function (English)
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0.8234575390815735
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0.8121950626373291
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0.8096092343330383
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0.8054282069206238
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0.8020533323287964
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